Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -0.51 | — |
| Beta | 0 | — |
| Mean annual return | 0.14 | — |
| R-squared | 83 | — |
| Standard deviation | 1.09 | — |
| Sharpe ratio | -1.04 | — |
| Treynor ratio | -2.21 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -0.17 | — |
| Beta | 1 | — |
| Mean annual return | 0.06 | — |
| R-squared | 67 | — |
| Standard deviation | 1.10 | — |
| Sharpe ratio | -0.57 | — |
| Treynor ratio | -1.10 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -0.36 | — |
| Beta | 1 | — |
| Mean annual return | 0 | — |
| R-squared | 41 | — |
| Standard deviation | 1.31 | — |
| Sharpe ratio | -0.38 | — |
| Treynor ratio | -0.71 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0 | — |
| Price/Book (P/B) | 0 | — |
| Price/Sales (P/S) | 0 | — |
| Price/Cashflow (P/CF) | 0 | — |
| Median market vapitalization | 0 | — |
| 3-year earnings growth | 0 | — |